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    显示项目441-450 / 1008. (共102页)
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    日期题名作者
    2014-08-01 Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    2015-10-30 Valuation of Quanto Floating Range Notes under the Cross-Currency LIBOR Market Model Chi-Hsun Chou; Tsung-Yu Hsieh;
    2006-07 Valuation of timing option in Futures Contracts and Convenience Yields Duan, Chang-wen; Hung, K.;
    2011-03 Value-at-risk estimation with the optimal dynamic biofuel portfolio Chang, Ting-Huan; Su, Hsin-Mei;
    2009-09 Value-at-Risk Forecasts in Gold Market under Oil Shocks Cheng, Wan-hsiu; Su, Jung-bin;
    2008-11 Value-at-risk in US stock indices with skewed generalized error distribution Lee, Ming-chih; Su, Jung-bin;
    2006-11-01 Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process Chiou, Jer-shiou; Lee, Ming-chih;
    2018-04 VIX期貨與VIX交易所交易商品價格發現的實證研究 洪瑞成; 邱建良;
    2011-04-15 Volatility behavior, information efficiency and risk in the S&P 500 index markets Chiang, Shu-Mei; Chung, Hui-Min;
    2014-11 Volatility forecasts: do volatility estimators and evaluation methods matter? Jiang, I-Ming; Hung, Jui-Cheng;

    显示项目441-450 / 1008. (共102页)
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    每页显示[10|25|50]项目
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